Key Roles and Responsibilities of the Model Validation, Quantitative Analyst
- Develop and implement risk management frameworks and tools to support management decision making
- Perform validation of pricing models
- Develop and maintain the programming library
- Quantitative analysis for Markets & Treasury products/models as well as Capital Methodology (e.g. FRTB, SIMM)
- Providing advice on regulatory compliance matters such as operationalization of new regulatory obligations (e.g. LIBOR Transition)
Key Roles and Responsibilities of the Model Validation, Quantitative Analyst
- Strong academic background, with a minimum of a masters in a quantitative discipline
- Work experience in quantitative risk management related roles is preferred
- Proficient in either C++ or C# with financial library development experience. Additional coding experience in Python, R and VBA also advantageous.
- Solid analytical and problem-solving skills, with careful attention to detail
Selby Jennings is a Trading Style of Phaidon International (License number 16S8194)
